+208.6%
B vs PTC
+315.4%
-106.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.5% | -6.1% |
| 7D | +7.1% | +1.3% | +5.8% | +7.0% |
| 30D | -3.3% | +1.1% | -4.4% | -3.4% |
| 3M | -2.5% | +30.1% | -32.7% | -5.4% |
| 6M | -7.2% | +34.0% | -41.3% | -10.4% |
| YTD | -7.4% | +12.8% | -20.2% | -9.0% |
| 1Y | +16.4% | +10.7% | +5.7% | +14.7% |
| 3Y | +178.7% | +29.6% | +149.1% | +166.9% |
| 5Y | +121.7% | +63.5% | +58.1% | +105.3% |
| 10Y | +208.6% | +316.7% | -108.1% | +168.5% |
| All | +208.6% | +315.4% | -106.8% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling